{"id":"https://openalex.org/W2107574432","doi":"https://doi.org/10.1007/11751595_99","title":"Application of Two-Stage Stochastic Linear Program for Portfolio Selection Problem","display_name":"Application of Two-Stage Stochastic Linear Program for Portfolio Selection Problem","publication_year":2006,"publication_date":"2006-01-01","ids":{"openalex":"https://openalex.org/W2107574432","doi":"https://doi.org/10.1007/11751595_99","mag":"2107574432"},"language":"en","primary_location":{"id":"doi:10.1007/11751595_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11751595_99","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013864840","display_name":"Kuo\u2010Hwa Chang","orcid":null},"institutions":[{"id":"https://openalex.org/I151221077","display_name":"Chung Yuan Christian University","ror":"https://ror.org/02w8ws377","country_code":"TW","type":"education","lineage":["https://openalex.org/I151221077"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Kuo-Hwa Chang","raw_affiliation_strings":["Department of Industrial Engineering, Chung Yuan Christian University, Chung-Li, 320, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Chung Yuan Christian University, Chung-Li, 320, Taiwan","institution_ids":["https://openalex.org/I151221077"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054115875","display_name":"Huifen Chen","orcid":"https://orcid.org/0000-0001-8273-9295"},"institutions":[{"id":"https://openalex.org/I151221077","display_name":"Chung Yuan Christian University","ror":"https://ror.org/02w8ws377","country_code":"TW","type":"education","lineage":["https://openalex.org/I151221077"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Huifen Chen","raw_affiliation_strings":["Department of Industrial Engineering, Chung Yuan Christian University, Chung-Li, 320, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Chung Yuan Christian University, Chung-Li, 320, Taiwan","institution_ids":["https://openalex.org/I151221077"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5054051525","display_name":"Ching-Fen Lin","orcid":null},"institutions":[{"id":"https://openalex.org/I151221077","display_name":"Chung Yuan Christian University","ror":"https://ror.org/02w8ws377","country_code":"TW","type":"education","lineage":["https://openalex.org/I151221077"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Ching-Fen Lin","raw_affiliation_strings":["Department of Industrial Engineering, Chung Yuan Christian University, Chung-Li, 320, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Chung Yuan Christian University, Chung-Li, 320, Taiwan","institution_ids":["https://openalex.org/I151221077"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5013864840"],"corresponding_institution_ids":["https://openalex.org/I151221077"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.13540714,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"944","last_page":"953"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.8432013988494873},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6635079979896545},{"id":"https://openalex.org/keywords/closing","display_name":"Closing (real estate)","score":0.6345492601394653},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.579879105091095},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.5599490404129028},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5396926403045654},{"id":"https://openalex.org/keywords/rate-of-return-on-a-portfolio","display_name":"Rate of return on a portfolio","score":0.5355377793312073},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5076853036880493},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.48385870456695557},{"id":"https://openalex.org/keywords/post-modern-portfolio-theory","display_name":"Post-modern portfolio theory","score":0.4758817255496979},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.4746466279029846},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.4523114860057831},{"id":"https://openalex.org/keywords/position","display_name":"Position (finance)","score":0.43400561809539795},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.39074575901031494},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.38859403133392334},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24594250321388245},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.17482414841651917},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.17071133852005005},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1683262586593628},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15075278282165527},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.13552144169807434}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.8432013988494873},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6635079979896545},{"id":"https://openalex.org/C2778775528","wikidata":"https://www.wikidata.org/wiki/Q5135432","display_name":"Closing (real estate)","level":2,"score":0.6345492601394653},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.579879105091095},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.5599490404129028},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5396926403045654},{"id":"https://openalex.org/C104946779","wikidata":"https://www.wikidata.org/wiki/Q7295542","display_name":"Rate of return on a portfolio","level":4,"score":0.5355377793312073},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5076853036880493},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.48385870456695557},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.4758817255496979},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.4746466279029846},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.4523114860057831},{"id":"https://openalex.org/C198082294","wikidata":"https://www.wikidata.org/wiki/Q3399648","display_name":"Position (finance)","level":2,"score":0.43400561809539795},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.39074575901031494},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.38859403133392334},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24594250321388245},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.17482414841651917},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.17071133852005005},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1683262586593628},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15075278282165527},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.13552144169807434}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/11751595_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/11751595_99","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9","score":0.41999998688697815}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1965564548","https://openalex.org/W1974288696","https://openalex.org/W1974551235","https://openalex.org/W1992970890","https://openalex.org/W1997597349","https://openalex.org/W2038865108","https://openalex.org/W2040390364","https://openalex.org/W2061698680","https://openalex.org/W2085317472","https://openalex.org/W4236139273","https://openalex.org/W4236670843"],"related_works":["https://openalex.org/W2367990330","https://openalex.org/W2342245948","https://openalex.org/W4388062394","https://openalex.org/W2221832056","https://openalex.org/W4243169348","https://openalex.org/W2503668635","https://openalex.org/W4206877017","https://openalex.org/W2061327612","https://openalex.org/W4225528185","https://openalex.org/W2554305502"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
